Anic Equity¶

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Total return since start: 0.657 %¶

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Equity now: -----------------------------> 50627.94 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43272.27 Kr¶

PnL: ---------------------------------------> -430.32 Kr¶

DD now: ---------------------------------> -4.692 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 16:38:57.280037'

Anic Portfolio¶

This Week¶

Return: -0.221 %¶

Total portfolio value¶

Return including deposits: 65.78 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Orrön Energy 170 -1.290000 2079.950000 39.100000 1.920000 2040.850000
Hexagon B 26 -0.490000 3435.900000 24.700000 0.720000 3411.200000
INVISIO 15 -0.830000 3585.000000 22.500000 0.630000 3562.500000
Vitec Software Group B 2 -0.710000 1118.000000 17.000000 1.540000 1101.000000
Nederman Holding 1 -0.460000 215.000000 16.000000 8.040000 199.000000
Hexatronic Group 15 2.480000 1077.000000 9.300000 0.870000 1067.700000
Platzer Fastigheter Holding B 12 -0.500000 957.600000 8.400000 0.880000 949.200000
HEXPOL B 8 -0.250000 962.400000 7.200000 0.750000 955.200000
Profoto Holding 7 -1.180000 588.000000 6.000000 1.030000 581.999999
Sagax B 4 -1.460000 889.200000 6.000000 0.680000 883.200000
Sagax A 4 -0.890000 888.000000 4.000000 0.450000 884.000000
Hennes & Mauritz B 6 -0.720000 913.680000 3.720000 0.410000 909.960000
AcadeMedia 20 -0.690000 977.600000 2.000000 0.210000 975.600000
ASSA ABLOY B 4 -1.310000 992.400000 1.600000 0.160000 990.800000
Atrium Ljungberg B 5 -0.610000 903.000000 1.500000 0.170000 901.500000
BHG Group 109 -5.310000 1420.270000 1.090000 0.080000 1419.180000
Latour B 4 -3.090000 853.600000 -0.400000 -0.050000 854.000000
Sandvik 4 -1.540000 845.200000 -0.400000 -0.050000 845.600000
SKF B 5 -1.410000 977.500000 -0.500000 -0.050000 978.000000
Biotage 1 -8.870000 143.800000 -3.700000 -2.510000 147.500000
Eastnine 6 -1.630000 651.600000 -5.400000 -0.820000 657.000000
Addnode Group B 7 -3.100000 897.400000 -5.600000 -0.620000 903.000000
EQT 4 -2.350000 864.800000 -6.000000 -0.690000 870.800000
JM 7 -2.180000 940.800000 -7.000000 -0.740000 947.800000
BioGaia B 8 -2.440000 895.200000 -7.200000 -0.800000 902.400000
OX2 12 -4.040000 897.600000 -9.000000 -0.990000 906.600000
Alimak Group 12 -1.070000 994.800000 -9.600000 -0.960000 1004.400000
Vitrolife 3 -2.900000 663.000000 -14.000000 -2.070000 677.000001
Gränges 10 2.710000 1022.000000 -14.000000 -1.350000 1036.000000
Byggmax Group 33 -3.300000 947.760000 -17.160000 -1.780000 964.920000
Investor B 3 -2.290000 639.750000 -18.250000 -2.770000 657.999999
Catena 2 -2.090000 785.200000 -18.400000 -2.290000 803.600000
Creaspac SPAC 40 -0.630000 3804.000000 -20.000000 -0.520000 3824.000000
Hoist Finance 36 -2.520000 973.800000 -34.200000 -3.390000 1008.000000
VEF 788 -2.650000 1853.380000 -44.120000 -2.330000 1897.504000
Sedana Medical 93 -2.750000 2628.180000 -355.400000 -11.910000 2983.577733
TOTAL 43282.370000 -420.220000 -4.67045% 43702.591732

Updated:¶

'2023-06-19 16:37:54.565783'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶